| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663046.9075 | 623577.0377 | 39469.8698 | 84348.4505 | 2415948.787 | -2331600.3365 |
| Total P&L (%) | 663.0469 | 623.577 | 39.4699 | 84.3485 | 2415.9488 | -2331.6003 |
| Avg Daily Profit (%) | 0.3523 | 0.3313 | 0.021 | 0.0325 | 0.1715 | 0 |
| Buy And Hold Return (%) | 268.1614 | 268.1614 | 268.1614 | 268.1614 | 268.1614 | 268.1614 |
| Max Trade Drawdown | -146297 | -67255 | -233114 | -2171866 | -670991 | -2550221 |
| Profit Factor | 1.502 | 2.0245 | 1.0554 | 1.0114 | 1.9327 | 0.5122 |
| Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
| Winning Trades | 171 | 84 | 87 | 171 | 84 | 87 |
| Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
| Profitability (%) | 56.25 | 55.2632 | 57.2368 | 56.25 | 55.2632 | 57.2368 |
| Ratio Avg Win / Avg Loss | 1.1682 | 1.6389 | 0.7885 | 0.7867 | 1.5646 | 0.3827 |
| Largest Winning Trade | 129096 | 129096 | 33294 | 764290 | 764290 | 218730 |
| Largest Losing Trade | -94980 | -33931 | -94980 | -1325683 | -464432 | -1325683 |
| Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
| Avg Bars in Winners | 78 | 59 | 97 | 78 | 59 | 97 |
| Avg Bars in Losers | 66 | 58 | 74 | 66 | 58 | 74 |
| Bars Traded | 22323 | 8986 | 13337 | 22323 | 8986 | 13337 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335488 | 331594 | -490670 | -522454 | 445957 | -579598 |
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22587,
"evaluation_days": 1882.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598738400000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074085611,
"expiration_time": 1765923350400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 186,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
663046.9074695872,
623577.0376937852,
39469.8697758018,
84348.4504715002,
2415948.786990546,
-2331600.3365190434
],
[
663.046907,
623.577038,
39.46987,
84.34845,
2415.948787,
-2331.600337
],
[
0.352263,
0.331293,
0.02097,
0.032501,
0.171497,
0
],
[
268.161392,
268.161392,
268.161392,
268.161392,
268.161392,
268.161392
],
[
-146297,
-67255,
-233114,
-2171866,
-670991,
-2550221
],
[
1.502009,
2.024503,
1.055426,
1.011444,
1.932705,
0.512223
],
[
304,
152,
152,
304,
152,
152
],
[
171,
84,
87,
171,
84,
87
],
[
133,
68,
65,
133,
68,
65
],
[
56.25,
55.263158,
57.236842,
56.25,
55.263158,
57.236842
],
[
1.168229,
1.638883,
0.788536,
0.786679,
1.564571,
0.382695
],
[
129096,
129096,
33294,
764290,
764290,
218730
],
[
-94980,
-33931,
-94980,
-1325683,
-464432,
-1325683
],
[
73,
59,
87,
73,
59,
87
],
[
78,
59,
97,
78,
59,
97
],
[
66,
58,
74,
66,
58,
74
],
[
22323,
8986,
13337,
22323,
8986,
13337
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335488,
331594,
-490670,
-522454,
445957,
-579598
]
]
}
{
"trading_pair": "SAND_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22587,
"evaluation_days": 1882.25,
"actual_first_datapoint_time": 1597406400000,
"first_datapoint_time": 1598738400000,
"last_datapoint_time": 1760068800000,
"evaluation_time": 1760074085611,
"expiration_time": 1765923350400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 186,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|